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IS3J.DE vs. IUSU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3J.DE vs. IUSU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3J.DE achieves a 3.94% return, which is significantly higher than IUSU.DE's 3.57% return. Over the past 10 years, IS3J.DE has outperformed IUSU.DE with an annualized return of 2.17%, while IUSU.DE has yielded a comparatively lower 1.42% annualized return.


IS3J.DE

1D
0.02%
1M
1.83%
6M
3.89%
YTD
3.94%
1Y
6.83%
3Y*
3.68%
5Y*
3.17%
10Y*
2.17%

IUSU.DE

1D
0.07%
1M
1.73%
6M
3.42%
YTD
3.57%
1Y
6.20%
3Y*
2.77%
5Y*
2.65%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3J.DE vs. IUSU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3J.DE
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)
3.94%-5.65%10.87%2.09%1.39%7.75%-4.93%8.80%5.49%-10.32%
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.57%-6.44%10.08%0.67%2.11%7.74%-6.05%6.08%6.10%-11.82%

Correlation

The correlation between IS3J.DE and IUSU.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2013

0.95

The correlation between IS3J.DE and IUSU.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

IS3J.DE vs. IUSU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3J.DE
IS3J.DE Risk / Return Rank: 4242
Overall Rank
IS3J.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IS3J.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
IS3J.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IS3J.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
IS3J.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IUSU.DE
IUSU.DE Risk / Return Rank: 3535
Overall Rank
IUSU.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3J.DE vs. IUSU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3J.DEIUSU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

2.09

1.74

+0.35

Martin ratioReturn relative to average drawdown

5.54

4.40

+1.14

IS3J.DE vs. IUSU.DE - Sharpe Ratio Comparison

The current IS3J.DE Sharpe Ratio is 1.24, which is comparable to the IUSU.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IS3J.DE and IUSU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS3J.DE vs. IUSU.DE - Drawdown Comparison

The maximum IS3J.DE drawdown since its inception was -27.90%, which is greater than IUSU.DE's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for IS3J.DE and IUSU.DE.


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Drawdown Indicators


IS3J.DEIUSU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.90%

-18.82%

-9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.54%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-10.92%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-11.14%

-12.47%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-20.04%

-16.73%

-3.31%

Current Drawdown

Current decline from peak

-4.01%

-5.25%

+1.24%

Average Drawdown

Average peak-to-trough decline

-8.43%

-7.01%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.40%

-0.17%

Volatility

IS3J.DE vs. IUSU.DE - Volatility Comparison

iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE) has a higher volatility of 1.57% compared to iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) at 1.49%. This indicates that IS3J.DE's price experiences larger fluctuations and is considered to be riskier than IUSU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3J.DEIUSU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.49%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

3.96%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

5.59%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

7.18%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

6.85%

+1.74%

IS3J.DE vs. IUSU.DE - Expense Ratio Comparison

IS3J.DE has a 0.20% expense ratio, which is higher than IUSU.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3J.DE vs. IUSU.DE - Dividend Comparison

IS3J.DE's dividend yield for the trailing twelve months is around 4.34%, more than IUSU.DE's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3J.DE
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)
4.34%4.43%3.91%3.18%1.87%1.44%2.26%2.64%2.24%1.94%1.68%1.41%
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.93%4.34%4.05%3.09%0.77%0.60%1.85%2.32%1.51%1.02%0.70%0.50%

Frequently Asked Questions


With a correlation of 0.97, IS3J.DE and IUSU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUSU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSU.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IS3J.DE.

IS3J.DE tracks iBoxx USD Liquid Investment Grade 0-5 Index, while IUSU.DE tracks Bloomberg US Government TR USD. Their fees differ too: 0.20% for IS3J.DE and 0.07% for IUSU.DE.

Portfolio Optimizer

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